Trading Metrics calculated at close of trading on 23-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
13,022.0 |
12,991.0 |
-31.0 |
-0.2% |
13,017.5 |
High |
13,058.5 |
13,066.0 |
7.5 |
0.1% |
13,089.0 |
Low |
12,947.5 |
12,965.0 |
17.5 |
0.1% |
12,903.0 |
Close |
12,979.0 |
12,997.0 |
18.0 |
0.1% |
12,979.0 |
Range |
111.0 |
101.0 |
-10.0 |
-9.0% |
186.0 |
ATR |
87.6 |
88.5 |
1.0 |
1.1% |
0.0 |
Volume |
70,491 |
67,224 |
-3,267 |
-4.6% |
372,192 |
|
Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,312.3 |
13,255.7 |
13,052.6 |
|
R3 |
13,211.3 |
13,154.7 |
13,024.8 |
|
R2 |
13,110.3 |
13,110.3 |
13,015.5 |
|
R1 |
13,053.7 |
13,053.7 |
13,006.3 |
13,082.0 |
PP |
13,009.3 |
13,009.3 |
13,009.3 |
13,023.5 |
S1 |
12,952.7 |
12,952.7 |
12,987.7 |
12,981.0 |
S2 |
12,908.3 |
12,908.3 |
12,978.5 |
|
S3 |
12,807.3 |
12,851.7 |
12,969.2 |
|
S4 |
12,706.3 |
12,750.7 |
12,941.5 |
|
|
Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,548.3 |
13,449.7 |
13,081.3 |
|
R3 |
13,362.3 |
13,263.7 |
13,030.2 |
|
R2 |
13,176.3 |
13,176.3 |
13,013.1 |
|
R1 |
13,077.7 |
13,077.7 |
12,996.1 |
13,034.0 |
PP |
12,990.3 |
12,990.3 |
12,990.3 |
12,968.5 |
S1 |
12,891.7 |
12,891.7 |
12,962.0 |
12,848.0 |
S2 |
12,804.3 |
12,804.3 |
12,944.9 |
|
S3 |
12,618.3 |
12,705.7 |
12,927.9 |
|
S4 |
12,432.3 |
12,519.7 |
12,876.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,089.0 |
12,903.0 |
186.0 |
1.4% |
102.8 |
0.8% |
51% |
False |
False |
76,246 |
10 |
13,089.0 |
12,899.0 |
190.0 |
1.5% |
82.2 |
0.6% |
52% |
False |
False |
65,105 |
20 |
13,089.0 |
12,540.5 |
548.5 |
4.2% |
75.2 |
0.6% |
83% |
False |
False |
59,989 |
40 |
13,089.0 |
11,865.0 |
1,224.0 |
9.4% |
87.6 |
0.7% |
92% |
False |
False |
47,486 |
60 |
13,089.0 |
11,865.0 |
1,224.0 |
9.4% |
98.9 |
0.8% |
92% |
False |
False |
31,741 |
80 |
13,089.0 |
11,865.0 |
1,224.0 |
9.4% |
100.4 |
0.8% |
92% |
False |
False |
23,869 |
100 |
13,089.0 |
11,865.0 |
1,224.0 |
9.4% |
104.5 |
0.8% |
92% |
False |
False |
19,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,495.3 |
2.618 |
13,330.4 |
1.618 |
13,229.4 |
1.000 |
13,167.0 |
0.618 |
13,128.4 |
HIGH |
13,066.0 |
0.618 |
13,027.4 |
0.500 |
13,015.5 |
0.382 |
13,003.6 |
LOW |
12,965.0 |
0.618 |
12,902.6 |
1.000 |
12,864.0 |
1.618 |
12,801.6 |
2.618 |
12,700.6 |
4.250 |
12,535.8 |
|
|
Fisher Pivots for day following 23-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
13,015.5 |
12,992.8 |
PP |
13,009.3 |
12,988.7 |
S1 |
13,003.2 |
12,984.5 |
|